It would be funny, sure, we just wouldn't be able to take them seriously again after that. Maybe in a non-canon easter egg that results in a game over, ala zombie Duck, where Carley shows up with a bandage on her cheek, saying, "It was just a flesh wound," even though she's talking to a different character than Lee. Then her brains get blown out as Lilly appears to finish the job, before shooting and killing the protagonist.